+318.0%
SPYM vs IYR
+69.7%
+248.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.3% |
| 7D | -0.8% | -1.4% | +0.6% | +0.1% |
| 30D | -1.1% | -2.7% | +1.6% | +0.6% |
| 3M | +3.9% | -2.1% | +6.0% | +5.0% |
| 6M | +13.6% | +3.6% | +10.0% | +10.5% |
| YTD | +12.7% | +8.1% | +4.6% | +6.5% |
| 1Y | +17.6% | +4.7% | +12.9% | +13.3% |
| 3Y | +77.2% | +29.1% | +48.1% | +46.5% |
| 5Y | +84.1% | +6.9% | +77.2% | +71.9% |
| All | +318.0% | +69.7% | +248.3% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IYR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling